Journal Article |
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12 months |
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Last month |
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12 months |
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ASSESSING LONG‐RUN MONEY NEUTRALITY IN MONETARY UNIONS |
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0 |
0 |
0 |
0 |
0 |
1 |
39 |

Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments |
0 |
0 |
0 |
18 |
0 |
1 |
5 |
73 |

An analysis of extreme movements of exchange rates of the main currencies traded in the Foreign Exchange market |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
117 |

Analysing one-month Euro-market interest rates by fractionally integrated models |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
233 |

Another look about the evolution of the risk premium: a VAR-GARCH-M model |
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0 |
0 |
112 |
0 |
0 |
1 |
296 |

Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence |
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0 |
0 |
33 |
0 |
0 |
0 |
109 |

Asymptotic normality of the MLE in the level-effect ARCH model |
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0 |
0 |
1 |
0 |
0 |
3 |
18 |

BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST |
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0 |
0 |
28 |
0 |
0 |
0 |
107 |

Banking, currency, stock market and debt crises in Spain, 1850–1995 |
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0 |
0 |
34 |
0 |
0 |
3 |
64 |

Bootstrap refinements for QML estimators of the GARCH(1,1) parameters |
0 |
0 |
1 |
62 |
0 |
0 |
6 |
246 |

Capital-Energy Relationships: An Analysis when Disaggregating by Industry and Different Types of Capital |
1 |
1 |
2 |
45 |
1 |
1 |
2 |
108 |

Constrained k-class Estimators in the Presence of Weak Instruments |
1 |
1 |
1 |
10 |
1 |
1 |
1 |
73 |

Domestic monetary transfers and the inland bill of exchange markets in Spain (1775-1885) |
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0 |
0 |
51 |
1 |
1 |
2 |
412 |

Editorial |
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0 |
0 |
5 |
0 |
0 |
0 |
25 |

Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models |
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0 |
0 |
47 |
1 |
1 |
2 |
194 |

Evolution over time of the determinants of preferences for redistribution and the support for the welfare state |
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0 |
0 |
4 |
0 |
1 |
1 |
25 |

Exchange Rate Movements, Stock Prices and Volatility in the Caribbean and Latin America |
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0 |
1 |
25 |
0 |
1 |
3 |
102 |

Extreme movements of the main stocks traded in the Eurozone: an analysis by sectors in the 2000's decade |
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0 |
0 |
8 |
0 |
0 |
0 |
72 |

Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation |
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0 |
0 |
30 |
0 |
0 |
0 |
110 |

Finite Sample Theory of QMLEs in ARCH Models with an Exogenous Variable in the Conditional Variance Equation |
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0 |
0 |
37 |
0 |
0 |
0 |
163 |

First and Second Order Asymptotic Bias Correction of Nonlinear Estimators in a Non-Parametric Setting and an Application to the Smoothed Maximum Score Estimator |
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0 |
0 |
50 |
0 |
0 |
1 |
196 |

Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model |
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0 |
0 |
38 |
0 |
1 |
6 |
63 |

HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS |
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27 |
0 |
0 |
0 |
95 |

Higher-order asymptotic properties of QML in [beta]-ARCH and [mu]-ARCH models |
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0 |
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28 |
0 |
0 |
1 |
98 |

Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances |
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0 |
0 |
0 |
1 |
1 |
1 |
63 |

Interaction between monetary policy and stock prices: a comparison between the Caribbean and the US |
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0 |
46 |
0 |
0 |
0 |
185 |

Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia |
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0 |
3 |
75 |
0 |
1 |
5 |
311 |

Inversión privada, gasto publico e impuestos en la Unión Europea |
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0 |
2 |
8 |
0 |
0 |
3 |
19 |

Inversión privada, gasto público y presión tributaria en América Latina |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
78 |

Inversión privada, gasto público y presión tributaria en Ecuador |
1 |
1 |
2 |
4 |
1 |
3 |
10 |
19 |

Is the Chinese crude oil spot price a good hedging tool for other crude oil prices, and in special for the main Russian oil benchmarks and during international sanctions? |
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0 |
0 |
0 |
0 |
0 |
0 |

Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary |
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0 |
0 |
34 |
0 |
0 |
2 |
108 |

Partial maximum likelihood estimation of spatial probit models |
0 |
0 |
2 |
178 |
0 |
1 |
3 |
540 |

Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
90 |

Semiparametric inference in a GARCH-in-mean model |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
263 |

Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation |
0 |
0 |
0 |
63 |
0 |
1 |
1 |
234 |

Testing of the mean reversion parameter in continuous time models |
0 |
0 |
1 |
10 |
0 |
0 |
1 |
65 |

The Tail Behavior due to the Presence of the Risk Premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressive-in-Mean Models* |
0 |
0 |
2 |
4 |
0 |
1 |
8 |
11 |

The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
42 |

The influence of extreme events such as Brexit and Covid-19 on equity markets |
1 |
1 |
1 |
3 |
1 |
1 |
2 |
8 |

The use of bias correction versus the Jackknife when testing the mean reversion and long term mean parameters in continuous time models |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
28 |

Value at Risk and expected shortfall of firms in the main European Union stock market indexes: A detailed analysis by economic sectors and geographical situation |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
80 |

Value at Risk of the main stock market indexes in the European Union (2000–2012) |
0 |
0 |
1 |
31 |
0 |
0 |
1 |
110 |

Volatility spill-overs in commodity spot prices: New empirical results |
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0 |
0 |
65 |
1 |
1 |
2 |
252 |

Voter decisions on eminent domain and police power reforms |
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0 |
0 |
14 |
0 |
0 |
0 |
122 |

XV Applied Economics Meeting |
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0 |
0 |
3 |
0 |
0 |
0 |
26 |

Total Journal Articles |
4 |
4 |
19 |
1,470 |
8 |
18 |
79 |
5,692 |